Changing to a kinesis keyboard
I thought I would never find a keyboard that I liked better than Typematrix, but I may have to eat my words...
A Functional Test Harness
Using monads to thread state, we make a purely functional version of the test harness
Towards a more idiomatic FP pricer
Taking advice from a real expert, the pricer becomes more idiomatic
A Simple Ocaml test harness
It's nice to be able to write tests for code as you go along, so you need a test harness...
Ocaml objects part 2
Parameter objects make more sense when we pass piecewise functions to the pricer
Ocaml objects part 1
Writing some objects in ocaml, we begin to make the pricer more flexible
Testing for put/call parity
Now let's check the prices from the ocaml Monte-Carlo pricer against the most obvious arbitrage relationship
Using Ocaml in Practice
Starting to learn how to make ocaml programs that are not just toys, and extending the derivatives pricer further
Partial Function Application is not Currying
These two related concepts are often confused. Until yesterday I thought they were the same thing myself.